toothpaste, toothpaste with table/sea/kosher salt imbedded in it (only for masochists on this one), black pepper, the juices from a jalapeno (pickled for newbies, fresh slivers for those more experienced with chem play), ginger (figging), ground ginger, lemon zest, isopropyl alcohol, peppermint/citrus/cinnamon extract or oil (be VERY sparing with oils, as they tend to be very condensed, especially if picked up in bulk or at a health food store), breath mints (altoids are great, but starlight mints do in a pinch), cumin (YMMV on this one), vicks vaporub, tiger balm...

if he specifically wants a hot and cold rub, take some plain ol' lube in a little sauce cup or butter dish or what have you, put about 2 or 3 drops of both cinnamon and peppermint extract in it, mix well using fingers, then apply.